<p>【书名】 Introduction to Time Series and Forecasting, Second Eidtion <br/>【作者】 Peter J. Brockwell and Richard A. Davis<br/>【出版社】Springer<br/>【版本】&nbsp;&nbsp;&nbsp; Second Eidtion<br/>【出版日期】2003<br/>【文件格式】PDF<br/>【文件大锌15.1Mb<br/>【页数】439<br/>【ISBN出版号】0-287-95351-5<br/>【资料类别】 计量经济学<br/>【市面定价】&nbsp;around $70 as shown on Amazon.com<br/>【扫描版还是影印版】 清晰，非扫描，也非影印<br/>【是否缺页】不缺页<br/>【关键词】Time Series, Forecasting<br/>【内容简介】ARMA model, SARIMA model ect.... <br/>【目录】</p><p>1. Introduction 1<br/>2. Stationary Processes 45<br/>3. ARMA Models 83<br/>4. Spectral Analysis 111<br/>5. Modeling and Forecasting with ARMA Processes 137<br/>6. Nonstationary and Seasonal Time Series Models 179<br/>7. Multivariate Time Series 223<br/>8. State-Space Models 259<br/>9. Forecasting Techniques 317<br/>10. Further Topics 331</p><p>【书评】Very good book to the person who wants to know about time sereies.&nbsp; Not much theoey involved but Some statistical background needed to fully appreicate this book. The authors has another bigger book (the so-called yellow book),&nbsp;which deals with the theory part. This one, the red book,&nbsp;has been used as textbook for master-level time series course.</p><p><br/><br/></p>

[此贴子已经被作者于2008-4-27 13:20:47编辑过]